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  • Search: subject:"integral representation theorem"
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Year of publication
Subject
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Choquet's integral representation theorem 2 Yosida-Hewitt decomposition 2 totally monotone games 2 Hedging 1 Local risk-minimization 1 Lévy process 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 hedging strategy 1 integral representation theorem 1 partial information 1 regime-switching 1
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Online availability
All
Free 2
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
All
Rébillé, Yann 2 Menoukeu-Pamen, Olivier 1 Momeya, Romuald 1
Institution
All
HAL 1 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 1
Published in...
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Cahiers de la Maison des Sciences Economiques 1 International journal of theoretical and applied finance 1 Post-Print / HAL 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Local risk-minimization under Markov-modulated exponential Lévy model
Menoukeu-Pamen, Olivier; Momeya, Romuald - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10011403879
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A Yosida-Hewitt decomposition for totally monotone games on locally compact sigma-compact topological spaces
Rébillé, Yann - HAL - 2005
We prove for totally monotone games defined on the set of Borel sets of a locally compact s-compact topological space a similar decomposition theorem to the famous Yosida-Hewitt's one for finitely additive measures. This way any totally monotone decomposes into a continuous part and a...
Persistent link: https://www.econbiz.de/10010750813
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Cover Image
A Yosida-Hewitt decomposition for totally monotone games on locally compact sigma-compact topological spaces.
Rébillé, Yann - Maison des Sciences Économiques, Université Paris 1 … - 2005
We prove for totally monotone games defined on the set of Borel sets of a locally compact sigma-compact topological space a similar decomposition theorem to the famous Yosida-Hewitt's one for finitely additive measures. This way any totally monotone decomposes into a continuous part and a...
Persistent link: https://www.econbiz.de/10005670960
Saved in:
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